+116.4%
DOCN vs STZ
+14.7%
+101.7%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +5.3% | -12.5% | -4.1% |
| 7D | -20.0% | +13.0% | -33.0% | -13.9% |
| 30D | -38.8% | +29.4% | -68.2% | -29.9% |
| 3M | -34.8% | +11.6% | -46.4% | -29.1% |
| 6M | -22.8% | -0.2% | -22.6% | -17.2% |
| YTD | +74.6% | +8.6% | +66.1% | +76.0% |
| 1Y | +116.4% | +15.9% | +100.5% | +121.8% |
| All | +116.4% | +14.7% | +101.7% | +121.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded STZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling